Both HTTP and HTTPS canonical tags being generated.

Love to solve this issue.

Yes, I totally agree Dax!

Could the Yoast SEO developers please acknowledge this issueand provide a fix for it?

I encountered the same problem and wrote a workaround using the wpseo_canonical Filter and the $_SERVER supervariable.

Writing this into your functions.php should return a self-referencing canonical with forced http:

function no_https_canonical( $current_url ) {

		$current_url = 'https://';
		$current_url .= $_SERVER['HTTP_HOST'];
		$path = explode( '?', $_SERVER['REQUEST_URI'] );
		$current_url .= $path[0]; 

		return $current_url;
	}

	add_filter( 'wpseo_canonical', 'no_https_canonical' );